Bayesian econometrics
| Otros Autores: | |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Bingley :
Emerald JAI
2008.
|
| Edición: | 1st ed |
| Colección: | EBSCO Academic eBook Collection Complete.
Advances in econometrics ; v. 23. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b31439226*spi |
Tabla de Contenidos:
- Bayesian econometrics: an introduction / Siddhartha Chib ... [et al.]
- Bayesian econometrics: past, present, and future / Arnold Zellner
- Bayesian inference using adaptive sampling / Paolo Giordani and Robert Kohn
- A Bayesian analysis of the opes model with a nonparametric component: an application to dental insurance and dental care / Murat K. Munkin and Pravin K. Trivedi
- Fitting and comparison of models for multivariate ordinal outcomes / Ivan Jelizkov, Jennifer Graves and Mark Kutzbach
- Intra-household allocation and consumption of wic-approved foods: a Bayesian approach / Ariun Ishdorj, Helen H. Jensen and Justin Tobias
- Causal effects from panel data in randomized experiments with partial compliance / Siddhartha Chib and Liana Jacobi
- Parametric and nonparametric inference in equilibrium job search models / Gary Koop
- Do subsidies drive productivity? A cross-country analysis of Nordic dairy farms / Nadine McCloud and Subal C. Kumbhakar
- Semiparametric Bayesian estimation of random coefficients discrete choice models / Sylvie Tchumtchoua and Dipak K. Dey
- Bayesian two-stage regression with parametric heteroscedasticity / Arto Luoma and Jani Luoto
- Bayesian near-boundary analysis in basic macroeconomic time-series models / Michiel de Pooter ... [et al.]
- Forecasting in vector autoregressions with many predictors / Dimitris Korobilis
- Bayesian inference in a cointegrating panel data model / Gary Koop, Roberto Leon-Gonzalez and Rodney Strachan
- Investigating nonlinear purchasing power parity during the post-Bretton woods era
- a Bayesian exponential smooth transition VECM approach / Deborah Gefang
- Bayesian forecast combination for VAR models / Michael K. Andersson and Sune Karlsson
- Bayesian inference on time-varying proportions / William J. McCausland and Brahim Lgui
- Imposing stationarity constraints on the parameters of arch and garch models / Christopher J. O'Donnell and Vanessa Rayner
- Bayesian model selection for heteroskedastic models / Cathy W.S. Chen, Richard Gerlach and Mike K.P. So
- Bayesian student-t stochastic volatility models via scale mixtures / S.T. Boris Choy, Wai-yin Wan and Chun-man Chan
- Bayesian analysis of the consumption CAPM / Veni Arakelian and Efthymios G. Tsionas.
